jcl, you are answering questions I did not ask.
1) please let PIPRETURN switch all return-based calculations - ReturnMean, ReturnStdDev, ReturnLR,etc.+ ReturnUlcer - to pips.
2) please expose account currency as a variable that can be set in the script, not only in the Accounts file. (I am NOT asking to make brokerCommand(SET_CCY) work in Test).
3) please add path-dependent PF calculation to Zorro's arsenal of metrics.